Dont take this wrong but google is your friend man- use your computer and do a search for iphone widgets. help yourself a little bit. the widgets are website based programs , you dont put them on your iphone you navigate to the site using safari on your iphone, do you mean applications for the iphone ?
try this site for all the programs you need -apptapp is the besthttp://iphone.nullriver.com/beta/
no offense but you can find most of the answers you crave using google...try it

I think he's referring to the native app that lets you run dashboard type widgets on your phone (with limited compatibility) ah la the weather and stocks. Googling "iPhone widgets" generally gets the same results - web "widgets". There are/were 2 native widgets posted here in the downloads section but neither of them were really usable. Best of luck to you on your search. Knowing that they can work on the phone but with limited support might spark people to write some specifically for the iPhone but it seems people focus on actual "apps" or doing the browser based ones. I've personally given up on the true "widgets" idea since there doesn't seem to be anyone working on them.